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  • oaxaca rif

    Dear all,

    I have a question regarding user written command oaxaca_rif by Firpo, Sergio, Fortin, Nicole M. and Lemieux, Tomas (2018). Decomposing Wage Distributions Using Recentered Influence Function Regressions Econometrics, 6(2)28.

    I cannot figure out if it is possible to see the specification for probit/logit used for reweighting (rwprobit ( ))? I know that I can run probit separately, but I am not sure if it will give me the same estimation results as it is inside oaxaca_rif command.

    Thank you in advacne.

    Best wishes,
    Aleksandra
    Last edited by Aleksandra Anic; 27 May 2020, 02:16.

  • #2
    Let's get the acknowledgements right for a start. oaxaca_rif is by Fernando Rios-Avila, and part of larger package of cummunity-contributed commands by him:


    SJ-20-1 st0588 . . . . . . . . Recentered influence functions (RIFs) in Stata
    . . . . . . . . . . . . . . . . . . . . . . . . . . . . F. Rios-Avila
    (help rifvar, rifhdreg, rifsureg2, oaxaca_rif, uqreg, hvar,
    rifsureg if installed)
    Q1/20 SJ 20(1):51--94
    provides recentered influence functions (RIFs) that analyze
    unconditional partial effects on quantiles in a regression
    analysis framework (unconditional quantile regressions) to
    facilitate the use of RIFs in the analysis of outcome
    distributions: create RIFs for a large set of distributional
    statistics, estimate RIF regressions enabling the use of
    high-dimensional fixed effects, and provide Oaxaca-Blinder
    decomposition analysis (RIF decompositions)
    Have you read Fernando's article to see if it answers your question? (I recall that there is a discussion paper/preprint version available if you cannot access the SJ version.)

    Comment


    • #3
      Thank you Stephen!
      also, Aleksandra, if you type "ereturn list" after oaxaca_rif, it should provide you with the coefficients and standard errors associated with the logit/probit model that you estimated.
      you can also use the option, noisily, to display those results.

      Comment


      • #4
        Dear Fernando,

        Frist of all, I appologise for my error in the post regarding acknowledgements right. I get an error when adding noisly option, option noisly not allowed. Here is my command.

        oaxaca_rif lyhw $demo $emp $occup y2-y4, by(female) rif(q(10)) wgt(0) rwprobit($demo $emp $occup $children y2-y4) noisly

        I see now that there are coefficients in eretrun list for probit, e(b_probit) and e(V_probit), but I prefer regular output, since it is easily readable and there are also other information such as p values, pseudo R2, etc.

        Could you please help me with noisly option.

        Thank you very much.

        Best,
        Aleksandra

        Comment


        • #5
          Originally posted by FernandoRios View Post
          Thank you Stephen!
          also, Aleksandra, if you type "ereturn list" after oaxaca_rif, it should provide you with the coefficients and standard errors associated with the logit/probit model that you estimated.
          you can also use the option, noisily, to display those results.
          Dear Fernando,

          Frist of all, I appologise for my error in the post regarding acknowledgements right. I get an error when adding noisly option, option noisly not allowed. Here is my command.

          oaxaca_rif lyhw $demo $emp $occup y2-y4, by(female) rif(q(10)) wgt(0) rwprobit($demo $emp $occup $children y2-y4) noisly

          I see now that there are coefficients in eretrun list for probit, e(b_probit) and e(V_probit), but I prefer regular output, since it is easily readable and there are also other information such as p values, pseudo R2, etc.

          Could you please help me with noisly option.

          Thank you very much.

          Best,
          Aleksandra

          Comment


          • #6
            Hi Aleksandra,
            That should work.
            make sure you have the last version of "rif" installed in your computer.
            Let me know if that doesnt fixed that issue.
            Fernando

            Comment


            • #7
              Hi Fernando,

              I updated rif ado file, but it still does not work. The same error appears.

              Best,
              Aleksandra

              Comment


              • #8
                Please show us the results of
                Code:
                which oaxaca_rif.ado, all
                Long shot: you might have multiple versions on your computer, and the old version still being used

                Comment


                • #9
                  the other option,
                  in your command line you typed "noisly", but it should be "noisily".

                  Comment


                  • #10
                    Dear Fernando and Stephen,

                    Thank you very much for your help. It was a typo. Now it works. I apologize for disturbing.

                    Thanks a lot.

                    Best wishes,
                    Aleksandra

                    Comment

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